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Cumulants of multinomial and negative multinomial distributions

Christopher S. Withers and Saralees Nadarajah

Statistics & Probability Letters, 2014, vol. 87, issue C, 18-26

Abstract: For the first time, explicit expressions are given for the cumulants of the multinomial and the negative multinomial distributions. These expressions are given in terms of Stirling numbers. Computational efficiency of the expressions is illustrated.

Keywords: Cumulants; Multinomial distribution; Negative multinomial distribution (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2013.12.014

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